Alternatives and similar repositories for pyg

Users that are interested in pyg are comparing it to the libraries listed below

• macrosynergy / macrosynergy
  Macrosynergy Quant Research
  ☆164Updated this week
• chulwoohan / pyanomaly
  Python library for asset pricing
  ☆126Updated last year
• druce / portfolio_optimization
  Portfolio optimization with cvxopt
  ☆40Updated 3 weeks ago
• quantgalore / option-probability-distribution
  Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore
  ☆42Updated 2 years ago
• scikit-portfolio / scikit-portfolio
  A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.
  ☆58Updated last year
• ahgperrin / PyCurve
  PyCurve : Python Yield Curve is a package created in order to interpolate yield curve, create parameterized curve and create stochastic s…
  ☆50Updated 4 years ago
• LSEG-API-Samples / Article.RD.Python.MarketRegimeDetectionUsingStatisticalAndMLBasedApproaches
  ☆50Updated 2 years ago
• Boulder-Investment-Technologies / lppls-ci_tactical_asset_allocation
  ☆82Updated 3 years ago
• neilsmurphy / sharadar-download-manager
  a Python tool for downloading sharadar data from Quandl.
  ☆10Updated 3 years ago
• Robot-Wealth / trader-tales
  ☆97Updated 3 months ago
• IlyaKipnis / PythonBacktesting
  Backtest asset allocation strategies in Python with only a background in pandas necessary
  ☆48Updated 2 years ago
• bernhard-pfann / pca-yield-curve-analytics
  Predictive yield curve modeling in reduced dimensionality
  ☆43Updated 2 years ago
• vicaws / arbitragerepair
  Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.
  ☆123Updated last year
• baileydanseglio / thetadata-python
  Real-time & historical data API for US stocks and options
  ☆67Updated last year
• robertmartin8 / pValuation
  Quantamental finance research with python
  ☆153Updated 3 years ago
• bbcho / risktools-dev
  Risk tools for commodities trading and finance
  ☆36Updated last month
• ArturSepp / StochVolModels
  Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…
  ☆197Updated last week
• jkirkby3 / fypy
  Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (includi…
  ☆131Updated 10 months ago
• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆77Updated 7 years ago
• thk3421-models / cardiel
  A tool for portfolio managers: use the Black-Litterman model to view optimal portfolio allocations using several of the most popular opti…
  ☆84Updated last year
• AI-Stuff / hudson-and-thames-research
  Research Repo (Archive)
  ☆74Updated 5 years ago
• rodler / quantinsti_statarb
  ☆65Updated 2 years ago
• jeffrey-liang / quantitative
  quantitative - Quantitative finance back testing library
  ☆65Updated 6 years ago
• quantopian / mlfinlab
  MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…
  ☆62Updated 2 years ago
• luphord / nelson_siegel_svensson
  Implementation of the Nelson-Siegel-Svensson interest rate curve model.
  ☆122Updated 2 years ago
• PyFE / PyFENG
  Python Financial ENGineering (PyFENG package in PyPI.org)
  ☆177Updated 4 months ago
• adamd1985 / quant_research
  Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.
  ☆83Updated last year
• enexqnt / RBAA
  Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference
  ☆25Updated 3 years ago
• attack68 / book_irds3
  Code repository for Pricing and Trading Interest Rate Derivatives
  ☆104Updated 3 years ago
• maread99 / market_prices
  Get meaningful OHLCV datasets
  ☆93Updated this week